V-Lab: Korea Development Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Korea Development Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 29th, 2020:52.32% (-4.32%)

Analysis last updated: Monday, March 1, 2021 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.7569	6.15
$α$	0.0896	44.04
$β$	0.9864	488.09
$ν$	4	17.10

Estimation Period:
Jan 3, 1990 to Jun 26, 2020